Steriods

I have a question regarding steriods. My GSD has severe allergies and I took her to the vet to address the problem after many tries at diet changes and medicated shampoos and sprays. She was put on a hypo-allergenic food diet to determine if she has food allergies (we have to go through this for 8 weeks again) but the vet also gave me meds for a yeast problem and antibiotics and very low dose of steriods. The vet said if the allergies are environmental the steriods will kick in almost at once and guess what after one administration of the steriods the next morning almost no scratching. This dog has scratched since we got her almost 7 months ago and we have tried everything inc. some holistic meds but what an incredible turn around. That was 2 weeks ago and as we have gone through the prescription with almost no scratching until yesterday suddenly I noticed a little more scratching and biting at her feet. She is still on the meds for yeast and the antibiotics and the steriods although we are about finished with the doses. Can a dog build up resistance to steriods that fast or is this a new thing? What do steriods do to dogs over an extended period? My vet said that alot of people are afraid of them but a small dose to assist with the scratching temporarily is ok. I am guessing I need an allergy test even though she has been eating that special diet for only 2 weeks and seems like she is starving (she was on a raw diet and wow her poops now are bad compared to raw). Any info on steriods will help and if a dog gets shots I read they only work 60% of the time what are other folk's experience. Why do steriods work so well at first? thanks